Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 4.22% | 0.48 CHF | 0.50 CHF | 86'109 | 75'000 | 86'369 | 75'000 | 40'114 CHF | 36'337 CHF | 100.00% | 100.00% |
02.12.2024 | 4.49% | 0.47 CHF | 0.49 CHF | 86'544 | 75'000 | 87'126 | 75'000 | 37'966 CHF | 34'186 CHF | 100.00% | 100.00% |
29.11.2024 | 3.90% | 0.45 CHF | 0.47 CHF | 86'310 | 50'000 | 86'281 | 50'000 | 38'992 CHF | 23'497 CHF | 100.00% | 100.00% |
28.11.2024 | 3.50% | 0.47 CHF | 0.49 CHF | 85'986 | 75'000 | 85'202 | 75'000 | 43'263 CHF | 39'442 CHF | 100.00% | 100.00% |
27.11.2024 | 3.93% | 0.47 CHF | 0.49 CHF | 85'820 | 75'000 | 86'477 | 75'000 | 38'929 CHF | 35'122 CHF | 99.46% | 99.46% |
26.11.2024 | 4.18% | 0.45 CHF | 0.47 CHF | 86'917 | 75'000 | 87'315 | 75'000 | 37'563 CHF | 33'646 CHF | 100.00% | 100.00% |
25.11.2024 | 3.67% | 0.44 CHF | 0.45 CHF | 87'337 | 75'000 | 86'832 | 75'000 | 40'173 CHF | 36'004 CHF | 100.00% | 100.00% |
22.11.2024 | 3.25% | 0.47 CHF | 0.49 CHF | 87'110 | 75'000 | 87'516 | 75'000 | 38'778 CHF | 34'331 CHF | 100.00% | 100.00% |
20.11.2024 | 5.06% | 0.34 CHF | 0.36 CHF | 89'509 | 75'000 | 89'431 | 75'000 | 30'747 CHF | 27'141 CHF | 100.00% | 100.00% |
19.11.2024 | 4.70% | 0.37 CHF | 0.39 CHF | 88'472 | 75'000 | 87'339 | 75'000 | 36'422 CHF | 32'795 CHF | 100.00% | 100.00% |